PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-15 17:42:21.620495+00:00 (UTC)
In US/Central Time, this is 2024-03-15 12:42:21.620495-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897586 -0.476041 0.085536 -0.007449 0.545798 0.254905
1997-01-03 -0.885878 -0.476041 -0.156238 0.008071 0.745355 0.205752
1997-01-06 -0.881975 -0.476041 -0.064821 -0.015209 0.778229 0.269688
1997-01-07 -0.881975 -0.455211 -0.129775 -0.046249 0.837848 0.383288
1997-01-08 -0.893683 -0.455211 -0.022721 -0.085050 0.785889 0.496496
... ... ... ... ... ... ...
2024-03-08 -0.819530 -1.475868 -0.684292 1.870482 1.022918 -0.227896
2024-03-11 -0.819530 -1.496697 -0.626555 1.870482 0.924618 -0.175573
2024-03-12 -0.842947 -1.507112 -0.792549 1.816162 1.034643 0.037288
2024-03-13 -0.862461 -1.507112 -0.803374 1.761842 1.065114 0.154222
2024-03-14 -0.862461 -1.475868 -0.725189 1.761842 0.888060 0.154222

7187 rows × 6 columns

../_images/bd06fca5991143fc4967b95c8a3983ff77b0a90f3a07570e49c372009d6be9bd.png
pc1
DATE
1997-01-02   -0.579084
1997-01-03   -0.685289
1997-01-06   -0.668170
1997-01-07   -0.704554
1997-01-08   -0.674196
                ...   
2024-03-08   -1.510929
2024-03-11   -1.486490
2024-03-12   -1.590281
2024-03-13   -1.612291
2024-03-14   -1.542729
Name: PC1, Length: 7187, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/77b06f84575123f361f682f6f0d71e8aaa2efde13995c07b7b2e62105ecff353.png
fig = px.line(pc1)
fig.show()
../_images/7d7854ee2132310e1cbe688dcfa98f658daf48aedd8d8a82f0b7df7a24cbc59a.png